My bibliography
Save this item
On Testing for Rationality: Another Look at the Livingston Price Expectations Data
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pearce, Douglas K & Roley, V Vance, 1985.
"Stock Prices and Economic News,"
The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January.
- Douglas K. Pearce & V. Vance Roley, 1984. "Stock Prices and Economic News," NBER Working Papers 1296, National Bureau of Economic Research, Inc.
- William D. Nordhaus & Steven N. Durlauf, 1984. "Empirical Tests of the Rationality of Economic Forecasters: A Fixed Horizons Approach," Cowles Foundation Discussion Papers 717R, Cowles Foundation for Research in Economics, Yale University, revised May 1985.
- Peter Saunders, 1983. "Rational Expectations and the Deft is‐Williams Inflationary Expectations Series: A Comment," The Economic Record, The Economic Society of Australia, vol. 59(3), pages 290-292, September.
- Miah, Fazlul & Rahman, M. Saifur & Albinali, Khalid, 2016. "Rationality of survey based inflation expectations: A study of 18 emerging economies’ inflation forecasts," Research in International Business and Finance, Elsevier, vol. 36(C), pages 158-166.
- Burton, Diana M. & Love, H. Alan, 1996.
"A Review of Alternative Expectations Regimes in Commodity Markets: Specification, Estimation, and Hypothesis Testing Using Structural Models,"
Agricultural and Resource Economics Review, Cambridge University Press, vol. 25(2), pages 213-231, October.
- Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
- Ken Holden & John Thompson, 1997. "Combining forecasts, encompassing and the properties of UK macroeconomic forecasts," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1447-1458.
- Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
- Born, Benjamin & Enders, Zeno & Müller, Gernot J., 2023.
"On FIRE, news, and expectations,"
Working Papers
42, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Born, Benjamin & Enders, Zeno & Müller, Gernot, 2023. "On FIRE, news, and expectations," CEPR Discussion Papers 18259, C.E.P.R. Discussion Papers.
- H. Naci Mocan, 2001. "Can Consumers Detect Lemons? Information Asymmetry in the Market for Child Care," NBER Working Papers 8291, National Bureau of Economic Research, Inc.
- Robert Darin & Robert L. Hetzel, 1995. "An empirical measure of the real rate of interest," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 17-47.
- Victor Zarnowitz, 1984. "Business Cycles Analysis and Expectational Survey Data," NBER Working Papers 1378, National Bureau of Economic Research, Inc.
- Mishkin, Frederie S., 1981.
"Monetary policy and long-term interest rates : An efficient markets approach,"
Journal of Monetary Economics, Elsevier, vol. 7(1), pages 29-55.
- Frederic S. Mishkin, 1980. "Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach," NBER Working Papers 0517, National Bureau of Economic Research, Inc.
- Rodney L. Jacobs, 1978. "An Examination of the Economic and Muthian Rationality of Price Level Forecasts," UCLA Economics Working Papers 135A, UCLA Department of Economics.
- Lloyd B. Thomas & Alan P. Grant, 2008. "The Accuracy and Rationality of US and Australian Household Inflation Forecasts: A Comparative Study of the Michigan and Melbourne Institute Surveys," The Economic Record, The Economic Society of Australia, vol. 84(265), pages 237-252, June.
- Keith K.W. Chan & Toan M. Pham, 1990. "Models of Inflation Forecasts: Some Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 89-105, June.
- Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
- Lawrence H. Summers, 1983.
"Observations on the Indexation of Old Age Pensions,"
NBER Chapters, in: Financial Aspects of the United States Pension System, pages 231-258,
National Bureau of Economic Research, Inc.
- Lawrence H. Summers, 1982. "Observations on the Indexation of Old Age Pensions," NBER Working Papers 1023, National Bureau of Economic Research, Inc.
- Abel, Andrew B. & Mishkin, Frederic S., 1983.
"An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 11(1), pages 3-24.
- Andrew B. Abel & Frederic S. Mishkin, 1981. "An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy," NBER Working Papers 0726, National Bureau of Economic Research, Inc.
- Benjamin M. Friedman, 1980. "Survey Evidence on The Rationality of Interest Rate Expectations," NBER Working Papers 0261, National Bureau of Economic Research, Inc.
- Neumark, David & Leonard, Jonathan S, 1993.
"Inflation Expectations and the Structural Shift in Aggregate Labor-Cost Determination in the 1980s,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(4), pages 786-800, November.
- David Neumark & Jonathan S. Leonard, 1992. "Inflation Expectations and the Structural Shift in Aggregate Labor-Cost Determination in the 1980s," NBER Working Papers 4018, National Bureau of Economic Research, Inc.
- Mocan, H. Naci & Azad, Sam, 1995. "Accuracy and rationality of state General Fund Revenue forecasts: Evidence from panel data," International Journal of Forecasting, Elsevier, vol. 11(3), pages 417-427, September.
- Mishkin, Frederic S, 1982.
"Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach,"
Journal of Finance, American Finance Association, vol. 37(1), pages 63-72, March.
- Frederic S. Mishkin, 1981. "Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," NBER Working Papers 0693, National Bureau of Economic Research, Inc.
- Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27.
- Sotiris Tsolacos & Tony McGough, 1999. "Rational Expectations, Uncertainty and Cyclical Activity in the British Office Market," Urban Studies, Urban Studies Journal Limited, vol. 36(7), pages 1137-1149, June.
- Grant, Alan P. & Thomas, Lloyd B., 1999. "Inflationary expectations and rationality revisited," Economics Letters, Elsevier, vol. 62(3), pages 331-338, March.
- A. Rashad Abdel†Khalik, 1990. "Specification problems with information content of earnings: revisions and rationality of expectations and self†selection bias," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 142-172, September.
- James Chan-Lee, 1980. "A review of recent work in the area of inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 116(1), pages 45-86, March.
- El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
- Puah, Chin-Hong & Wong, Shirly Siew-Ling & Habibullah, Muzafar Shah, 2012. "Rationality of business operational forecasts: evidence from Malaysian distributive trade sector," MPRA Paper 37599, University Library of Munich, Germany.
- Ash, J. C. K. & Smyth, D. J. & Heravi, S. M., 1997. "The accuracy of OECD forecasts of the international economy: balance of payments," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 969-987, December.
- Campbell, Sean D. & Sharpe, Steven A., 2009.
"Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 369-390, April.
- Sean D. Campbell & Steven A. Sharpe, 2007. "Anchoring bias in consensus forecasts and its effect on market prices," Finance and Economics Discussion Series 2007-12, Board of Governors of the Federal Reserve System (U.S.).
- Robert G Murphy & Adam Rohde, 2018.
"Rational Bias in Inflation Expectations,"
Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 44(1), pages 153-171, January.
- Robert G. Murphy & Adam Rohde, 2014. "Rational Bias in Inflation Expectations," Boston College Working Papers in Economics 857, Boston College Department of Economics, revised 25 Oct 2015.
- Peter Saunders, 1981. "The Formation of Producers' Price Expectations in Australia," The Economic Record, The Economic Society of Australia, vol. 57(4), pages 368-378, December.
- Dean Croushore, 2010. "Philadelphia Fed forecasting surveys: their value for research," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 1-11.
- C.Y. Yiu & S.K. Wong, 2005. "The Effects of Expected Transport Improvements on Housing Prices," Urban Studies, Urban Studies Journal Limited, vol. 42(1), pages 113-125, January.
- Chin-Hong Puah & Shirly Siew-Ling Wong & Venus Khim-Sen Liew, 2013. "Testing rational expectations hypothesis in the manufacturing sector in Malaysia," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(2), pages 303-316, April.
- Wong, Shirly Siew-Ling & Puah, Chin-Hong & Shazali, Abu Mansor, 2011. "Survey Evidence on the Rationality of Business Expectations: Implications from the Malaysian Agricultural Sector," MPRA Paper 36661, University Library of Munich, Germany.
- Michael P. Keane & David E. Runkle, 1989. "Are economic forecasts rational?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 13(Spr), pages 26-33.
- Catherine Doz, 1993. "Note sur les tests de rationalité des prévisions," Économie et Prévision, Programme National Persée, vol. 108(2), pages 129-133.
- Muzafar Shah Habibullah, 2005. "Do Bankers Make Rational Economic Forecasts?," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 7-15, November.
- El-Shagi, Makram, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16/2009, Halle Institute for Economic Research (IWH).
- Jordi Pons-Novell, 2003. "Strategic bias, herding behaviour and economic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 67-77.
- Hess, Dieter & Orbe, Sebastian, 2011. "Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test," CFR Working Papers 11-13, University of Cologne, Centre for Financial Research (CFR).
- Emilio Galdeano-Gómez, 2007. "Composite price expectations: An empirical analysis for the Spanish horticultural sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(1), pages 57-83.